Always Innovative. Always Active.

Dynamic Asset Allocation Balanced Fund (Class A)  (PABAX)

A globally diversified fund pursuing a balance of growth and income

Dynamic Asset Allocation Balanced Fund received an  Overall Morningstar Rating  of  

Highlights

Objective

The fund seeks total return.

Strategy and process

  • Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 benchmark.
  • Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
  • Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.

Fund price

Yesterday’s close 52-week high 52-week low
Net asset value $14.71
0.07% | $0.01
$15.73
08/29/18
$12.60
12/24/18
Historical fund price

Fund facts as of 06/30/19

Total net assets
$2,787.47M
Turnover (fiscal year end)
129%
Dividend frequency (view rate)
Quarterly
Number of holdings
1793
Fiscal year-end
September
CUSIP / Fund code
746444306 / 0041
Inception date
02/07/94
Category
Asset Allocation
Open to new investors
Ticker
PABAX

Management team

Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager


Manager commentary | Q1 2019

Active management is a differentiator in risk management

Jason Vaillancourt, Co-Head of Global Asset Allocation, explains the key components of his defensive strategy.


Literature


Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.
Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.
Italy's bank troubles challenge EU
Troubled banks in Italy pose a new challenge to the EU, one that has been compounded by the U.K.'s vote in favor of Brexit.

Performance

Consistency of positive performance over five years

Performance represents 5-year returns in rolling quarter-end periods since inception.

Performance shown above does not reflect the effects of any sales charges. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.

17.49%

Best 5-year annualized return

(for period ending 12/31/99)


-3.46%

Worst 5-year annualized return

(for period ending 03/31/09)


6.57%

Average 5-year annualized return


  • Total return (%) as of 06/30/19

  • Annual performance as of 06/30/19

Annualized Total return (%) as of 06/30/19

Annualized performance 1 yr. 3 yrs. 5 yrs. 10 yrs.
Before sales charge 4.34% 8.14% 5.80% 10.09%
After sales charge -1.66% 6.03% 4.56% 9.44%
Russell 3000 Index 8.98%14.02%10.19%14.67%
Putnam Balanced Blended Benchmark 8.16%9.22%6.75%10.03%

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.

Performance snapshot

  Before sales charge After sales charge
1 mt. as of 06/30/19 4.65% -1.36%
YTD as of 07/15/19 13.52% 6.99%

Yield

Distribution rate before sales charge
as of 07/15/19
1.88%
Distribution rate after sales charge
as of 07/15/19
1.77%
30-day SEC yield as of 06/28/19
(after sales charge)
1.74%

Risk-adjusted performance as of 06/30/19

Sharpe ratio (3 yrs.) 0.84

Volatility as of 06/30/19

Standard deviation (3 yrs.) 8.08%

Lipper rankings as of 06/30/19

Time period Rank/Funds in category Percentile ranking
1 yr. 453/598 76%
3 yrs. 98/538 19%
5 yrs. 79/484 17%
10 yrs. 26/353 8%
Lipper category: Mixed-Asset Target Alloc Moderate Funds

Morningstar Ratings as of 06/30/19

Time period Funds in category Morningstar Rating
Overall 679
3 yrs. 679
5 yrs. 595
10 yrs. 431
Morningstar category: Allocation--50% to 70% Equity

Distributions

Record/Ex dividend date 06/18/19
Payable date 06/20/19
Income $0.069
Extra income --
Short-term cap. gain --
Long-term cap. gain --

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 06/30/19

Gnma Gii30 Ma4652 03.5000 08/20/2047 1.92%
Alphabet 1.69%
Fhlmc Fh30g G08795 03.0000 01/01/2048 1.45%
Amazon 1.33%
Fnma Fn30 Tba Umbs 04.0000 08/01/2049 1.33%
JPMorgan Chase 1.33%
Cisco Systems 1.12%
Chevron 1.11%
Microsoft 1.04%
Verizon Communications 1.03%
Top 10 holdings, percent of portfolio 13.35%

Full portfolio holdings as of 03/31/19

CGPUTQL2 R US0003M P 11/26/19 CI 5.13%
US 5YR NOTE (CBT) JUN19 FVM9 4.87%
E-MINI RUSS 2000 JUN19 RTYM9 4.07%
CDX CDX.NA.IG.32 100.0 06/20/2024 3.87%
US 2YR NOTE (CBT) JUN19 TUM9 3.64%
CDX CDX.NA.HY.32 500.0 06/20/2024 2.08%
US ULTRA BOND CBT JUN19 WNM9 2.07%
GNMA GII30 MA4652 03.5000 08/20/2047 2.03%
ALPHABET INC-CL A 1.89%
FNMA FN30 MA3238 03.5000 01/01/2048 1.73%
JPMORGAN CHASE & CO 1.32%
CISCO SYSTEMS INC 1.15%
VERIZON COMMUNICATIONS INC 1.10%
BOEING CO/THE 1.07%
APPLE INC 1.05%
CHEVRON CORP 0.99%
AMAZON.COM INC 0.98%
CITIGROUP INC 0.96%
ORACLE CORP 0.93%
INTL BUSINESS MACHINES CORP 0.92%
MICROSOFT CORP 0.91%
HOME DEPOT INC 0.89%
STARBUCKS CORP 0.89%
US LONG BOND(CBT) JUN19 USM9 0.89%
FHLMC FH30G G08814 04.0000 05/01/2048 0.78%
FNMA FN15 AL9468 03.0000 12/01/2031 0.78%
ADOBE INC 0.76%
COCA-COLA CO/THE 0.74%
LOWES COMPANIES INC 0.70%
JOHNSON & JOHNSON 0.67%
FNMA FN30 TBA 04.0000 04/01/2049 0.61%
MEDTRONIC PLC 0.60%
ABBOTT LABORATORIES 0.59%
AMGEN INC 0.57%
FACEBOOK INC-CLASS A 0.56%
CONOCOPHILLIPS 0.55%
PEPSICO INC 0.55%
MERCK & CO. INC. 0.54%
INTUIT INC 0.53%
HONEYWELL INTERNATIONAL INC 0.49%
XILINX INC 0.47%
FNMA FN30 TBA 06.0000 04/01/2049 0.44%
LOCKHEED MARTIN CORP 0.44%
NXP SEMICONDUCTORS NV 0.44%
AUTOMATIC DATA PROCESSING 0.43%
WALGREENS BOOTS ALLIANCE INC 0.42%
MONDELEZ INTERNATIONAL INC-A 0.41%
FNMA FN30 MA2737 03.0000 09/01/2046 0.38%
GNMA GII30 MA4837 03.5000 11/20/2047 0.38%
METLIFE INC 0.38%
FNMA FN15 TBA 03.0000 04/01/2034 0.37%
MORGAN STANLEY 0.37%
WALMART INC 0.37%
EXELON CORP 0.36%
FNMA FN30 BH7058 03.5000 12/01/2047 0.36%
DELTA AIR LINES INC 0.35%
BOOKING HOLDINGS INC 0.34%
PROCTER & GAMBLE CO/THE 0.34%
UNITED CONTINENTAL HOLDINGS 0.34%
GNMA GII30 MA4586 03.5000 07/20/2047 0.33%
VALERO ENERGY CORP 0.33%
FNMA FN30 AL9859 03.0000 03/01/2047 0.32%
FNMA FN30 BH5117 04.0000 08/01/2047 0.32%
PHILLIPS 66 0.32%
ABBVIE INC 0.31%
LYONDELLBASELL INDU-CL A 0.30%
SYSCO CORP 0.30%
PFIZER INC 0.29%
BIOGEN INC 0.28%
BROADCOM INC 0.28%
CUMMINS INC 0.28%
WASTE MANAGEMENT INC 0.27%
AGILENT TECHNOLOGIES INC 0.26%
FORTINET INC 0.26%
INGERSOLL-RAND PLC 0.26%
KLA-TENCOR CORP 0.26%
NORFOLK SOUTHERN CORP 0.26%
ROSS STORES INC 0.26%
PRUDENTIAL FINANCIAL INC 0.25%
CAPITAL ONE FINANCIAL CORP 0.24%
PUBLIC SERVICE ENTERPRISE GP 0.24%
S&P500 EMINI FUT JUN19 ESM9 0.24%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP 0.23%
E*TRADE FINANCIAL CORPORATION 0.23%
MCKESSON CORP 0.23%
ROCHE HOLDING AG-GENUSSCHEIN 0.23%
FNMA FN30 MA3306 04.0000 03/01/2048 0.22%
SYNCHRONY FINANCIAL 0.22%
UNITEDHEALTH GROUP INC 0.22%
DARDEN RESTAURANTS INC 0.21%
HILTON WORLDWIDE HOLDINGS IN 0.21%
OMNICOM GROUP 0.21%
AFLAC INC 0.20%
AMERIPRISE FINANCIAL INC 0.20%
FNMA FN30 BJ9256 04.0000 06/01/2048 0.20%
GILEAD SCIENCES INC 0.20%
MARATHON PETROLEUM CORP 0.20%
SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 0.20%
CITIZENS FINANCIAL GROUP 0.19%
DISCOVER FINANCIAL SERVICES 0.19%
CENTENE CORP 0.18%
COMERICA INC 0.18%
ELI LILLY & CO 0.18%
GOLDMAN SACHS GROUP INC 0.18%
HERSHEY CO/THE 0.18%
ROCKWELL AUTOMATION INC 0.18%
ALLERGAN PLC 0.17%
F5 NETWORKS INC 0.17%
FREEPORT-MCMORAN INC 0.17%
HARTFORD FINANCIAL SVCS GRP 0.17%
CADENCE DESIGN SYS INC 0.16%
CARDINAL HEALTH INC 0.16%
FOOT LOCKER INC 0.16%
GLAXOSMITHKLINE PLC 0.16%
SPST 2018-1 A 03.3811 04/24/2019 0.16%
TOTAL SA 0.16%
ALLIANZ SE-REG 0.15%
ALLSTATE CORP 0.15%
CENTERPOINT ENERGY INC 0.15%
HCA HEALTHCARE INC 0.15%
NRG ENERGY INC 0.15%
RIO TINTO PLC 0.15%
SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 0.15%
SPST 2018-5 A 03.1811 09/24/2019 0.15%
AGNC INVESTMENT CORP 0.14%
BROADRIDGE FINANCIAL SOLUTIO 0.14%
CF INDUSTRIES HOLDINGS INC 0.14%
DELL TECHNOLOGIES -C 0.14%
ELECTRONIC ARTS INC 0.14%
MOLSON COORS BREWING CO -B 0.14%
NOVARTIS AG-REG 0.14%
AES CORP 0.13%
CITIGROUP INC 03.8870 01/10/2028 0.13%
IMPERIAL BRANDS PLC 0.13%
INTEL CORP 0.13%
KEYSIGHT TECHNOLOGIES IN 0.13%
LAS VEGAS SANDS CORP 0.13%
LINCOLN NATIONAL CORP 0.13%
PACKAGING CORP OF AMERICA 0.13%
AMETEK INC 0.12%
AVALONBAY COMMUNITIES INC 0.12%
BRISTOL-MYERS SQUIBB CO 0.12%
CENTRAL JAPAN RAILWAY CO 0.12%
DISCOVERY INC - A 0.12%
ENI SPA 0.12%
FNMA FN30 AS7003 03.0000 04/01/2046 0.12%
KONINKLIJKE AHOLD DELHAIZE N 0.12%
MACQUARIE GROUP LTD 0.12%
PINNACLE WEST CAPITAL 0.12%
SPST 2018-3 A 03.1811 07/24/2019 0.12%
APPLE INC 02.1000 05/06/2019 0.11%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
ASTELLAS PHARMA INC 0.11%
BERRY GLOBAL GROUP INC 0.11%
CK ASSET HOLDINGS LTD 0.11%
EVERGY INC 0.11%
FNMA FN30 BC2733 03.0000 05/01/2046 0.11%
HERMES INTERNATIONAL 0.11%
HITACHI LTD 0.11%
HOYA CORP 0.11%
HUNTSMAN CORP 0.11%
JP MORGAN CHASE BANK NA 03.0860 04/26/2021 0.11%
JPMORGAN CHASE & CO 03.6250 12/01/2027 0.11%
JPMORGAN CHASE & CO 03.9640 11/15/2048 0.11%
LEGAL & GENERAL GROUP PLC 0.11%
MIZUHO FINANCIAL GROUP INC 0.11%
MORGAN STANLEY 03.6250 01/20/2027 0.11%
PEUGEOT SA 0.11%
ROYAL DUTCH SHELL PLC-B SHS 0.11%
SUMITOMO MITSUI FINANCIAL GR 0.11%
TRIPADVISOR INC 0.11%
VICI PROPERTIES INC 0.11%
VOLVO AB-B SHS 0.11%
WESTPAC BANKING CORP USD 02.1500 03/06/2020 0.11%
ZEBRA TECHNOLOGIES CORP-CL A 0.11%
AT&T INC 04.1000 02/15/2028 0.10%
BANK OF AMERICA CORP 03.2480 10/21/2027 0.10%
CBRE GROUP INC - A 0.10%
CDW CORP/DE 0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.10%
COCA-COLA EUROPEAN PARTNERS 0.10%
DBUBS 2011-LC3A D P/P 144A 05.3390 08/10/2044 0.10%
DOVER CORP 0.10%
ELANCO ANIMAL HEALTH P/P 144A 04.9000 08/28/2028 0.10%
EXXON MOBIL CORP 0.10%
EXXON MOBIL CORPORATION 02.2220 03/01/2021 0.10%
FNMA FN30 AS8056 03.0000 10/01/2046 0.10%
GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 0.10%
GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 0.10%
HD SUPPLY HOLDINGS INC 0.10%
L OREAL 0.10%
LEAR CORP 0.10%
NESTLE SA-REG 0.10%
NEW RESIDENTIAL INVESTMENT 0.10%
PARTNERS GROUP HOLDING AG 0.10%
PROLOGIS INC 0.10%
REPUBLIC SERVICES INC 0.10%
S&P MID 400 EMINI JUN19 FAM9 0.10%
SANDVIK AB 0.10%
UGI CORP 0.10%
WELLS FARGO & CO 0.10%
XEROX CORP 0.10%
ZOETIS INC 0.10%
ABN AMRO GROUP NV-CVA 0.09%
ALLISON TRANSMISSION HOLDING 0.09%
AMADEUS IT GROUP SA 0.09%
ANGLO AMER PLC 0.09%
AVIVA PLC 0.09%
BASF SE 0.09%
BF0101 03.5000 06/01/2056 0.09%
CAS 2016-C01 1M2 09.2355 08/25/2028 0.09%
EQUINOR ASA 0.09%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.09%
INTERPUBLIC GROUP COS 04.6500 10/01/2028 0.09%
JUNIPER NETWORKS INC 0.09%
ORACLE CORPORATION 02.2500 10/08/2019 0.09%
ORIX CORP 0.09%
PERSIMMON PLC 0.09%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.09%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.09%
SHIONOGI & CO LTD 0.09%
SONY CORP 0.09%
SPST 2018-8 A 03.1811 02/24/2020 0.09%
TAISEI CORP 0.09%
UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 0.09%
UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 0.09%
UNUM GROUP 0.09%
VISTRA ENERGY CORP 0.09%
ACS ACTIVIDADES 0.08%
AENA SME SA 0.08%
ALPHABET INC 03.6250 05/19/2021 0.08%
ASPEN TECHNOLOGY INC 0.08%
ATHENE HOLDING LTD-CLASS A 0.08%
BANK OF AMERICA CORP 06.1100 01/29/2037 0.08%
BRIXMOR PROPERTY GROUP INC 0.08%
CAS 2015-C04 2M2 08.0355 04/25/2028 0.08%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.08%
CVS HEALTH CORP 04.7800 03/25/2038 0.08%
DEUTSCHE TELEKOM AG-REG 0.08%
DEVON ENERGY CORP 0.08%
DUKE REALTY CORP 0.08%
ENDESA S.A. 0.08%
ENEL SPA 0.08%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 0.08%
HANG SENG BANK LTD 0.08%
HOLOGIC INC 0.08%
ING BANK NV P/P 144A 05.8000 09/25/2023 0.08%
KAR AUCTION SERVICES INC 0.08%
LLOYDS BANKING GROUP PLC 0.08%
MARUBENI CORP 0.08%
MASIMO CORP 0.08%
MEDICAL PROPERTIES TRUST INC 0.08%
MICROSOFT CORP 02.4000 08/08/2026 0.08%
MITSUI AND CO LTD 0.08%
PENTAIR PLC 0.08%
RESONA HOLDINGS INC 0.08%
SANOFI 0.08%
SL GREEN REALTY CORP 0.08%
STEEL DYNAMICS INC 0.08%
STORE CAPITAL CORP 0.08%
TELENOR ASA 0.08%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.08%
US BANK NA CINCINNATI 03.1500 04/26/2021 0.08%
WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 0.08%
WELLS FARGO & COMPANY 02.6000 07/22/2020 0.08%
APPLE INC 04.2500 02/09/2047 0.07%
ASHTEAD GROUP PLC 0.07%
BT GROUP PLC 0.07%
CAMDEN PROPERTY TRUST 0.07%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.07%
FNMA FN30 AS7154 03.0000 05/01/2046 0.07%
GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 0.07%
HUMANA INC 0.07%
INTL CONSOLIDATED AIRLINE-DI 0.07%
JAPAN AIRLINES CO LTD 0.07%
KEURIG DR PEPPER INC P/P 144A 04.5970 05/25/2028 0.07%
MICROSOFT CORP 01.5500 08/08/2021 0.07%
RECKITT BENCKISER GROUP PLC 0.07%
TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 0.07%
TOYOTA MOTOR CORP 0.07%
UPM-KYMMENE OYJ 0.07%
WOLTERS KLUWER 0.07%
3I GROUP PLC 0.06%
AIR LEASE CORP 03.6250 04/01/2027 0.06%
AMAZON.COM INC 03.1500 08/22/2027 0.06%
AMERICAN TOWER CORP 03.1250 01/15/2027 0.06%
ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 0.06%
ARRIS INTERNATIONAL PLC 0.06%
ASSOCIATED BRITISH FOODS PLC 0.06%
BECTON DICKINSON AND CO 04.6690 06/06/2047 0.06%
BLACK KNIGHT INC 0.06%
BLUESCOPE STEEL LTD 0.06%
BP PLC 0.06%
CARLSBERG AS-B 0.06%
CAS 2015-C04 1M2 08.1855 04/25/2028 0.06%
CAS 2016-C01 2M2 09.4355 08/25/2028 0.06%
CAS 2016-C03 2M2 08.3855 10/25/2028 0.06%
CBS CORP 04.2000 06/01/2029 0.06%
CHARTER COMM OPT LLC 06.4840 10/23/2045 0.06%
CIGNA CORP P/P 144A 03.7500 07/15/2023 0.06%
CIT GROUP INC. 05.2500 03/07/2025 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 0.06%
COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 0.06%
CSAIL 2015-C1 C 04.2956 04/15/2050 0.06%
DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 0.06%
ECOLAB INC 02.7000 11/01/2026 0.06%
ENERGY TRANSFER OPERATNG 05.8750 01/15/2024 0.06%
ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 0.06%
FAURECIA 0.06%
FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 0.06%
FHLMC FH30G G08747 03.0000 02/01/2047 0.06%
FNMA FN30 AS8074 03.0000 10/01/2046 0.06%
FNMA FN30 BM1172 03.0000 03/01/2047 0.06%
FNMA FN40 BF0171 04.0000 01/01/2057 0.06%
GAMING AND LEISURE PROPERTIE 0.06%
GENERAL MOTORS FINL CO 04.0000 10/06/2026 0.06%
HEALTHCARE TRUST OF AME-CL A 0.06%
HILL-ROM HOLDINGS INC 0.06%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.06%
JONES LANG LASALLE INC 0.06%
KDDI CORP 0.06%
MITSUBISHI CORP 0.06%
NATIONAL AUSTRALIA B P/P 144A 03.2906 12/09/2019 0.06%
NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 0.06%
NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 0.06%
NINTENDO CO LTD 0.06%
NOVARTIS CAPITAL CORP 04.0000 11/20/2045 0.06%
NTT DATA CORP 0.06%
NTT DOCOMO INC 0.06%
PBF ENERGY INC-CLASS A 0.06%
RAYTHEON COMPANY 0.06%
ROYAL BANK OF CANADA USD 02.1250 03/02/2020 0.06%
SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 0.06%
SPIRIT REALTY CAPITAL INC 0.06%
SPST 2017-LD1 A 03.2855 11/25/2050 0.06%
SWEDBANK AB - A SHARES 0.06%
TAYLOR WIMPEY PLC 0.06%
TPAT 2018-SL1 A P/P 144A 03.0899 01/25/2046 0.06%
UBS AG LONDON P/P 144A 02.2000 06/08/2020 0.06%
UCB SA 0.06%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.06%
UNITEDHEALTH GROUP INC 03.8500 06/15/2028 0.06%
VERIZON COMM 04.3290 09/21/2028 0.06%
VERTEX PHARMACEUTICALS INC 0.06%
WFRBS 2011-C2 D P/P 144A 05.6525 02/15/2044 0.06%
ARKEMA 0.05%
AT&T INC 0.05%
BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 0.05%
BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 0.05%
BPCE SA P/P 144A 04.5000 03/15/2025 0.05%
BROADCOM CRP / CAYM 03.5000 01/15/2028 0.05%
CAPGEMINI SE 0.05%
CELANESE CORP 0.05%
CHARLES RIVER LABORATORIES 0.05%
CHEMED CORP 0.05%
CITIZENS BANK NA/RI 02.2500 03/02/2020 0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.05%
COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 0.05%
CONCHO RESOURCES INC 03.7500 10/01/2027 0.05%
COVESTRO AG 0.05%
CSMC 2016-NXSR C 04.3615 12/15/2049 0.05%
CWALT 2006-OA10 4A1 02.6755 08/25/2046 0.05%
EAST WEST BANCORP INC 0.05%
EBAY INC 0.05%
ENCOMPASS HEALTH CORP 0.05%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.05%
EQUINIX INC 0.05%
EQUITY LIFESTYLE PROPERTIES 0.05%
EXTENDED STAY AMERICA INC 0.05%
FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 0.05%
ILLUMINA INC 0.05%
JPMORGAN CHASE & CO 05.3000 12/29/2049 0.05%
KINDER MORGAN INC 03.1500 01/15/2023 0.05%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.05%
LEAR CORP 03.8000 09/15/2027 0.05%
LIBERTY PROPERTY TRUST 0.05%
MACQUARIE GROUP LTD P/P 144A 07.6250 08/13/2019 0.05%
MICROCHIP TECH INC P/P 144A 04.3330 06/01/2023 0.05%
MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 0.05%
NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 0.05%
NOVO NORDISK A/S-B 0.05%
OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 0.05%
ORACLE CORP 02.6500 07/15/2026 0.05%
PETROLEOS MEXICANOS USD 05.5000 01/21/2021 0.05%
PFIZER INC 01.7000 12/15/2019 0.05%
PROOFPOINT INC 0.05%
RAYTHEON COMPANY 02.5000 12/15/2022 0.05%
REINSURANCE GROUP OF AMERICA 0.05%
ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 0.05%
SALESFORCE.COM INC 03.7000 04/11/2028 0.05%
SCENTRE GROUP 0.05%
SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 0.05%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.05%
SOFTBANK GROUP CORP 0.05%
SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 0.05%
SWEDISH MATCH AB 0.05%
TELEPHONE AND DATA SYSTEMS 0.05%
TELSTRA CORP LTD 0.05%
WARNER MEDIA LLC 03.8000 02/15/2027 0.05%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.05%
WESTLAKE CHEM CORP 03.6000 08/15/2026 0.05%
WFRBS 2013-C18 AS 04.3870 12/15/2046 0.05%
ABBVIE INC 02.5000 05/14/2020 0.04%
AIR LEASE CORP 04.6250 10/01/2028 0.04%
ALFRESA HOLDINGS CORP 0.04%
AMER TRANS SYST P/P 144A 05.0000 09/01/2044 0.04%
AMERICAN ELECTRIC POWER 04.3000 12/01/2028 0.04%
AMERICAN FINANCIAL GROUP INC 0.04%
AMERICAN TOWER CORP 03.5500 07/15/2027 0.04%
ANALOG DEVICES INC 02.8500 03/12/2020 0.04%
ANHEUSER-BUSCH CO/IN P/P 144A 03.6500 02/01/2026 0.04%
ARCELORMITTAL 0.04%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.04%
AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 0.04%
BANK OF AMERICA CORP 03.4990 05/17/2022 0.04%
BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 0.04%
BECTON DICKINSON AND CO 03.7000 06/06/2027 0.04%
BIOGEN INC 03.6250 09/15/2022 0.04%
BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 0.04%
CAPRI HOLDINGS LTD 0.04%
CAS 2016-C02 1M2 08.4855 09/25/2028 0.04%
CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 0.04%
CHEVRON CORP 01.5610 05/16/2019 0.04%
CITIGROUP INC 02.6500 10/26/2020 0.04%
CLP HOLDINGS LTD 0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS 0.04%
COMCAST CORP 03.3750 02/15/2025 0.04%
COMCAST CORP 03.9690 11/01/2047 0.04%
COMM 2010-C1 D P/P 144A 06.1277 07/10/2046 0.04%
COMM 2013-LC6 AM 03.2820 01/10/2046 0.04%
COMM 2014-UBS6 C 04.4585 12/10/2047 0.04%
COSTAR GROUP INC 0.04%
CROWN RESORTS LTD 0.04%
CSAIL 2015-C1 AS 03.7910 04/15/2050 0.04%
CVS HEALTH CORP 05.0500 03/25/2048 0.04%
CWALT 2006-OA7 1A2 03.3365 06/25/2046 0.04%
DIGITAL REALTY TRUST LP 04.4500 07/15/2028 0.04%
DOW CHEMICAL CO/THE 03.5000 10/01/2024 0.04%
DUKE ENERGY CORP 03.1500 08/15/2027 0.04%
EMIR 2018-1 M1 04.1855 11/25/2028 0.04%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 0.04%
FIAT CHRYSLER AUTOMOBILES NV 0.04%
FISERV INC 04.2000 10/01/2028 0.04%
FNMA FN30 TBA 03.0000 05/01/2049 0.04%
FORD MOTOR COMPANY 04.3460 12/08/2026 0.04%
GENTING SINGAPORE LTD 0.04%
GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 0.04%
GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 0.04%
GSMS 2011-GC3 C P/P 144A 05.6380 03/10/2044 0.04%
GSMS 2011-GC3 D P/P 144A 05.6380 03/10/2044 0.04%
HENDERSON LAND DEVELOPMENT 0.04%
HIGHWOODS PROPERTIES INC 0.04%
HOSPITALITY PROP TRUST 04.3750 02/15/2030 0.04%
HUDSON PACIFIC PROPERTIES IN 0.04%
JPMCC 2012-C6 E P/P 144A 05.1568 05/15/2045 0.04%
LNSTR 2015-3 B P/P 144A 03.1280 04/20/2048 0.04%
MANUF & TRADERS TRUST CO 02.0500 08/17/2020 0.04%
MBX.GII30.450.10 R USL1M P 01/12/41 CS 0.04%
MORGAN STANLEY 02.6500 01/27/2020 0.04%
MORGAN STANLEY 04.3750 01/22/2047 0.04%
MSBAM 2014-C17 C 04.4570 08/15/2047 0.04%
NIELSEN HOLDINGS PLC 0.04%
NIPPON TELEGRAPH & TELEPHONE 0.04%
NORTHROP GRUMMAN CORP 03.2500 01/15/2028 0.04%
OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 0.04%
OMV AG 0.04%
OUTFRONT MEDIA INC 0.04%
PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 0.04%
PEARSON PLC 0.04%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.04%
POPULAR INC 0.04%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.04%
REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 0.04%
REPUBLIC SERVICES INC 03.9500 05/15/2028 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SOUTH32 LTD 0.04%
STACR 2015-DNA3 M3 07.1855 04/25/2028 0.04%
STANDARD IND INC P/P 144A 05.0000 02/15/2027 0.04%
STOCKLAND 0.04%
SUN HUNG KAI PROPERTIES 0.04%
TELEDYNE TECHNOLOGIES INC 0.04%
TORONTO-DOMINION BANK USD 03.6250 09/15/2031 0.04%
TUI AG-DI 0.04%
WAMU 2005-AR12 1A8 04.0163 10/25/2035 0.04%
WATERS CORP 0.04%
WFRBS 2014-C22 XA IO 00.8451 09/15/2057 0.04%
WINTRUST FINANCIAL CORP 0.04%
ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 0.03%
AES CORP/THE 05.5000 04/15/2025 0.03%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.03%
AMERICAN EXPRESS CO 08.1250 05/20/2019 0.03%
AMGEN INC 02.6000 08/19/2026 0.03%
AMGEN INC 03.4500 10/01/2020 0.03%
ANNALY CAPITAL MANAGEMENT IN 0.03%
APPLE HOSPITALITY REIT INC 0.03%
APPLE INC 02.0000 05/06/2020 0.03%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.03%
ARRW 2018-1 A3 04.1570 04/25/2048 0.03%
AT&T INC 03.4000 05/15/2025 0.03%
AT&T INC 04.7500 05/15/2046 0.03%
AUTONATION INC. 05.5000 02/01/2020 0.03%
BANDAI NAMCO HOLDINGS INC 0.03%
BANK LEUMI LE-ISRAEL 0.03%
BANK OF MONTREAL USD 03.1000 04/13/2021 0.03%
BAXTER INTERNATIONAL INC 0.03%
BEMIS COMPANY 0.03%
BERKSHIRE HATHAWAY E 03.8000 07/15/2048 0.03%
BMIR 2018-2A M1B P/P 144A 03.8355 08/25/2028 0.03%
BP CAP MARKETS AMERICA 03.1190 05/04/2026 0.03%
BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 0.03%
BRDCOM CRP / FIN 03.8750 01/15/2027 0.03%
BROOKFIELD PROPERTY REIT I-A 0.03%
CAS 2016-C04 1M2 06.7355 01/25/2029 0.03%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.03%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.03%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.03%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.03%
CIMIC GROUP LTD 0.03%
CK HUTCHISON HOLDINGS LTD 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.03%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.03%
COLRUYT SA 0.03%
COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 0.03%
CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 0.03%
CROWN CASTLE INTL CORP 03.6500 09/01/2027 0.03%
DEUTSCHE BOERSE AG 0.03%
DOUGLAS EMMETT INC 0.03%
DUKE ENERGY OHIO INC 03.6500 02/01/2029 0.03%
ENBRIDGE INC USD 04.2500 12/01/2026 0.03%
EOG RESOURCES INC 02.6250 03/15/2023 0.03%
EQT CORP 03.9000 10/01/2027 0.03%
EQUINIX INC 05.3750 05/15/2027 0.03%
EQUINOR ASA USD 02.9000 11/08/2020 0.03%
FAST RETAILING CO LTD 0.03%
FNMA FN30 BC1155 03.0000 06/01/2046 0.03%
FUJITSU LTD 0.03%
GALAXY ENT GRP L 0.03%
GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 0.03%
GOOGLE INC 03.3750 02/25/2024 0.03%
GSMS 2010-C1 D P/P 144A 06.0520 08/10/2043 0.03%
HKT TRUST AND HKT LTD-SS 0.03%
HOCHTIEF AG 0.03%
HOME DEPOT INC 02.6250 06/01/2022 0.03%
HUNTINGTON BANCSHARES 04.3500 02/04/2023 0.03%
HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 0.03%
HYATT HOTELS CORP 04.8500 03/15/2026 0.03%
IBM CORP 01.8750 08/01/2022 0.03%
INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 0.03%
JAZZ PHARMACEUTICALS PLC 0.03%
JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 0.03%
JPMCC 2012-C6 AS 04.1166 05/15/2045 0.03%
JPMCC 2012-C8 D P/P 144A 04.6530 10/15/2045 0.03%
KAJIMA CORP 0.03%
KERING 0.03%
KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 0.03%
L3 TECHNOLOGIES INC 03.8500 12/15/2026 0.03%
LBMLT 2004-1 A2 03.2855 02/25/2034 0.03%
LEGRAND FRANCE USD 08.5000 02/15/2025 0.03%
LIBERTY MEDIA COR-SIRIUSXM A 0.03%
LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 0.03%
LONDON STOCK EXCHANGE GROUP 0.03%
MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.03%
MEDIPAL HOLDINGS CORP 0.03%
MERCK & CO INC 03.7000 02/10/2045 0.03%
MSBAM 2012-C5 AS 03.7920 08/15/2045 0.03%
MSBAM 2012-C6 AS 03.4760 11/15/2045 0.03%
MSBAM 2014-C18 C 04.4893 10/15/2047 0.03%
MWST 2018-W1 A 03.3355 11/25/2051 0.03%
NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 0.03%
NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 0.03%
NEXT PLC 0.03%
NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 0.03%
NRZT 2018-4A A1M 03.3855 01/25/2048 0.03%
NUTRIEN LTD USD 04.1250 03/15/2035 0.03%
NUTRIEN LTD USD 04.2000 04/01/2029 0.03%
OMEGA HLTHCARE INVES 04.5000 04/01/2027 0.03%
ONCOR ELECTRIC DELIV 03.7500 04/01/2045 0.03%
OSHKOSH CORP 04.6000 05/15/2028 0.03%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.03%
PFIZER INC 03.0000 12/15/2026 0.03%
PNC BANK NA 02.0000 05/19/2020 0.03%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.03%
PULTEGROUP INC 0.03%
REGIONS FINANCIAL CORP 02.7500 08/14/2022 0.03%
S&P GLOBAL INC 02.9500 01/22/2027 0.03%
SAIL 2004-10 A10 03.3855 11/25/2034 0.03%
SAINSBURY (J) PLC 0.03%
SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 0.03%
SARTORIUS STEDIM BIOTECH 0.03%
SCHRODERS PLC 0.03%
SERVICEMASTER GLOBAL HOLDING 0.03%
SHIRE ACQ INV IE 03.2000 09/23/2026 0.03%
STACR 2014-HQ3 M3 07.2355 10/25/2024 0.03%
STACR 2016-DNA1 M3 08.0399 07/25/2028 0.03%
STACR 2016-HQA2 M3 07.6355 11/25/2028 0.03%
STRAUMANN HOLDING AG-REG 0.03%
SUMITOMO CHEMICAL CO LTD 0.03%
SUMITOMO MITSUI TRUST HOLDIN 0.03%
SWISSCOM AG-REG 0.03%
TARGA RESOURCES PART 05.0000 01/15/2028 0.03%
THERMO FISHER SCIENTIFIC INC 0.03%
TRK 2019-1 A1 04.3356 03/25/2022 0.03%
UNITEDHEALTH GROUP INC 03.3750 11/15/2021 0.03%
VERIZON COMMUNICATIONS 04.4000 11/01/2034 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VODAFONE GROUP PLC USD 04.3750 05/30/2028 0.03%
VOLKSWAGEN AG PFD 0.03%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.03%
WEINGARTEN REALTY INVESTORS 0.03%
WESCO INTERNATIONAL INC 0.03%
WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 0.03%
WESTROCK MWV LLC 08.2000 01/15/2030 0.03%
WFRBS 2011-C3 D P/P 144A 05.6839 03/15/2044 0.03%
WFRBS 2013-C12 AS 03.5600 03/15/2048 0.03%
WILLIAMS COMPANIES INC 04.3000 03/04/2024 0.03%
YANGZIJIANG SHIPBUILDING 0.03%
ZOETIS INC 03.9000 08/20/2028 0.03%
ABC-MART INC 0.02%
AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 0.02%
ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 0.02%
ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 0.02%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.02%
ALPHABET INC 01.9980 08/15/2026 0.02%
AMERICAN ELECTRIC POWER 0.02%
AMERICAN EXPRESS CO 0.02%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.02%
AMGEN INC 04.6630 06/15/2051 0.02%
ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 0.02%
APPLE INC 03.8500 05/04/2043 0.02%
APPLE INC 04.3750 05/13/2045 0.02%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.02%
ARISTOCRAT LEISURE LTD 0.02%
ARRW 2019-1 A3 01.3040 01/25/2049 0.02%
AT&T INC 04.3500 03/01/2029 0.02%
AXA SA 0.02%
BAFC 2005-B 3M1 03.1628 04/20/2035 0.02%
BANCO SANTANDER SA USD 04.3790 04/12/2028 0.02%
BANCO SANTANDER SA USD 05.1790 11/19/2025 0.02%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.02%
BMIR 2017-1 M1 P/P 144A 04.1855 10/25/2027 0.02%
BMW US CAPITAL LLC P/P 144A 02.8000 04/11/2026 0.02%
BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 0.02%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.02%
BOLIDEN AB 0.02%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.02%
BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 0.02%
BRAND ENERGY TL L+425 06.9566 06/21/2024 0.02%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.02%
CAMDEN PROPERTY TRUST 04.8750 06/15/2023 0.02%
CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 0.02%
CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 0.02%
CAS 2014-C03 2M2 05.3855 07/25/2024 0.02%
CAS 2014-C04 1M2 07.3855 11/25/2024 0.02%
CBS CORP 04.6000 01/15/2045 0.02%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.02%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.02%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.02%
CFCRE 2011-C1 D P/P 144A 06.0705 04/15/2044 0.02%
CGCMT 2014-GC21 AS 04.0260 05/10/2047 0.02%
CHARTER COMM OPT LLC 04.9080 07/23/2025 0.02%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.02%
CIGNA HOLDING CO 04.5000 03/15/2021 0.02%
CISCO SYSTEMS INC 02.2000 02/28/2021 0.02%
CISCO SYSTEMS INC 02.5000 09/20/2026 0.02%
CITIBANK NA 03.0500 05/01/2020 0.02%
CITIGROUP INC 02.9000 12/08/2021 0.02%
CITIGROUP INC 03.6680 07/24/2028 0.02%
CITIGROUP INC 04.4500 09/29/2027 0.02%
CITIGROUP INC 04.6000 03/09/2026 0.02%
CITIGROUP INC 04.7500 05/18/2046 0.02%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.02%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML 0.02%
CMLTI 2005-2 1A2A 04.9126 05/25/2035 0.02%
COGNIZANT TECH SOLUTIONS-A 0.02%
COMCAST CORP 02.3500 01/15/2027 0.02%
COMM 2013-CR11 AM 04.7150 08/10/2050 0.02%
CONSOLIDATED EDISON INC 02.0000 03/15/2020 0.02%
COX COMM INC P/P 144A 03.5000 08/15/2027 0.02%
CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 0.02%
CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 0.02%
CROWN CASTLE INTL CORP 03.7000 06/15/2026 0.02%
CROWN CASTLE INTL CORP 03.8000 02/15/2028 0.02%
CSAIL 2015-C1 D P/P 144A 03.7956 04/15/2050 0.02%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.02%
CSX CORP 04.1000 03/15/2044 0.02%
CURTISS-WRIGHT CORP 0.02%
CVS HEALTH CORP 04.7500 12/01/2022 0.02%
DEERE & COMPANY 02.6000 06/08/2022 0.02%
DEUTSCHE POST AG-REG 0.02%
DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 0.02%
DIGITAL DELTA HLDG 03.4000 10/01/2020 0.02%
DISH DBS CORP 05.8750 11/15/2024 0.02%
DNB BANK ASA P/P 144A 02.1250 10/02/2020 0.02%
DOLBY LABORATORIES INC-CL A 0.02%
DOLLAR GENERAL CORP 03.2500 04/15/2023 0.02%
ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 0.02%
ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 0.02%
ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 0.02%
ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 0.02%
EVONIK INDUSTRIES AG 0.02%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.02%
FHLMC FH30G G60314 04.0000 09/01/2045 0.02%
FIDELITY NATIONAL INFORM 04.2500 05/15/2028 0.02%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.02%
FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 0.02%
FOX CORP P/P 144A 04.0300 01/25/2024 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.02%
GNMA GII30 635063 04.0000 03/20/2046 0.02%
GNR 2015-H25 BI IO 01.8864 10/20/2065 0.02%
GNR 2016-123 LI IO 03.5000 03/20/2044 0.02%
GNR 2017-162 QI IO 05.0000 10/11/2047 0.02%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.02%
GSMS 2013-GC16 D P/P 144A 05.3113 11/10/2046 0.02%
GSMS 2014-GC22 C 04.6895 06/10/2047 0.02%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.02%
HMIR 2018-1 M1 P/P 144A 04.0855 10/25/2028 0.02%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.02%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.02%
INDUSTRIA DE DISENO TEXTIL 0.02%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.02%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.02%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.02%
INTERNATIONAL PAPER CO 03.0000 02/15/2027 0.02%
IVORY COAST REGS 05.3750 07/23/2024 0.02%
IVORY COAST REGS 06.1250 06/15/2033 0.02%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.02%
JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 0.02%
JPMBB 2014-C22 C 04.5605 09/15/2047 0.02%
JPMCC 2013-LC11 AS 03.2160 04/15/2046 0.02%
KBC GROUP NV 0.02%
KINDER MORGAN ENER PART 03.5000 03/01/2021 0.02%
KONINKLIJKE PHILIPS NV 0.02%
L3 TECHNOLOGIES INC 04.4000 06/15/2028 0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.02%
LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 0.02%
LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 0.02%
MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 0.02%
MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 0.02%
MICROSOFT CORP 04.2000 06/01/2019 0.02%
MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 0.02%
MIRVAC GROUP 0.02%
MITSUBISHI CHEMICAL HOLDINGS 0.02%
MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 0.02%
MONCLER SPA 0.02%
MOWI ASA 0.02%
MSBAM 2012-C6 D P/P 144A 04.6111 11/15/2045 0.02%
NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 0.02%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.02%
NAVISTAR INTL TLB L+350 05.8900 11/06/2024 0.02%
NEXTERA ENERGY CAPITAL 04.8000 12/01/2077 0.02%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.02%
NSTAR ELECTRIC CO 02.3750 10/15/2022 0.02%
OCCIDENTAL PETROLEUM CORP 0.02%
ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 0.02%
ORACLE CORP 02.5000 10/15/2022 0.02%
PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 0.02%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.02%
PFIZER INC 01.9500 06/03/2021 0.02%
POLA ORBIS HOLDINGS INC 0.02%
PPSI 2004-WCW2 M3 03.5355 10/25/2034 0.02%
PROSIEBENSAT.1 MEDIA SE 0.02%
PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 0.02%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.02%
PULTEGROUP INC 05.5000 03/01/2026 0.02%
RANDSTAD NV 0.02%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.02%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.02%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.02%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.02%
ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 0.02%
ROYAL BANK OF CANADA USD 04.6500 01/27/2026 0.02%
ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 0.02%
RWE AG 0.02%
S&P GLOBAL INC 04.4000 02/15/2026 0.02%
SABINE PASS LIQUEF 05.0000 03/15/2027 0.02%
SABINE PASS LIQUEFACTION 04.2000 03/15/2028 0.02%
SAMI 2007-AR7 1A1 03.3355 05/25/2047 0.02%
SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 0.02%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.02%
SG HOLDINGS CO LTD 0.02%
SHERWIN-WILLIAMS CO 03.4500 06/01/2027 0.02%
SHIMIZU CORP 0.02%
SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 0.02%
SIEMENS HEALTH 0.02%
SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 0.02%
SPRINT CORP 07.2500 09/15/2021 0.02%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.02%
STACR 2015-DNA2 M2 05.0855 12/25/2027 0.02%
STACR 2016-HQA3 M3 06.3355 03/25/2029 0.02%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.02%
T-MOBILE USA INC 06.3750 03/01/2025 0.02%
TAPESTRY INC 0.02%
TCI COMMUNICATIONS INC 07.1250 02/15/2028 0.02%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.02%
TEXAS INSTRUMENTS INC 0.02%
TJX COMPANIES INC 0.02%
TORONTO-DOMINION BANK 0.02%
TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 0.02%
TRANSCANADA TRUST USD 05.3000 03/15/2077 0.02%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.02%
UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 0.02%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.02%
UNILEVER PLC 0.02%
UNITEDHEALTH GROUP INC 02.7500 02/15/2023 0.02%
UNITEDHEALTH GROUP INC 03.9500 10/15/2042 0.02%
UNITEDHEALTH GROUP INC 04.7000 02/15/2021 0.02%
VIACOM INC 04.5000 03/01/2021 0.02%
WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 0.02%
WALT DISNEY CO/THE 0.02%
WALT DISNEY COMP P/P 144A 07.7500 01/20/2024 0.02%
WAMU 2005-AR9 A1C3 03.4455 07/25/2045 0.02%
WAMU 2007-HY2 1A1 03.7101 12/25/2036 0.02%
WARNER MEDIA LLC 02.9500 07/15/2026 0.02%
WELLS FARGO & COMPANY 05.8750 12/29/2049 0.02%
WESFARMERS LTD 0.02%
WESTPAC BANKING CORP USD 02.0000 08/19/2021 0.02%
WESTPAC BANKING CORP USD 04.8750 11/19/2019 0.02%
WEYERHAEUSER CO 07.3750 03/15/2032 0.02%
WFCM 2013-LC12 C 04.2867 07/15/2046 0.02%
WFCM 2013-LC12 D P/P 144A 04.2867 07/15/2046 0.02%
WFCM 2014-LC16 XA IO 01.3202 08/15/2050 0.02%
WFMBS 2006-AR2 1A1 04.8869 03/25/2036 0.02%
WFMBS 2006-AR5 1A1 05.0795 04/25/2036 0.02%
WFRBS 2011-C5 E P/P 144A 05.6731 11/15/2044 0.02%
WFRBS 2012-C9 D P/P 144A 04.7810 11/15/2045 0.02%
WFRBS 2013-C15 D P/P 144A 04.4721 08/15/2046 0.02%
WFRBS 2013-C16 AS 04.6680 09/15/2046 0.02%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.02%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.01%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.01%
ABBVIE INC 03.6000 05/14/2025 0.01%
AEGON NV 0.01%
AIB GROUP PLC 0.01%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.01%
ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.01%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.01%
ALTICE FRANCE SA P/P 144A 07.3750 05/01/2026 0.01%
AMC ENT HOLDIN 05.8750 11/15/2026 0.01%
AMCOR LIMITED 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AP MOELLER-MAERSK A/S-A 0.01%
APACHE CORPORATION 03.2500 04/15/2022 0.01%
APERGY CORP 06.3750 05/01/2026 0.01%
APPLE INC 03.4500 05/06/2024 0.01%
ARCELORMITTAL USD 07.0000 10/15/2039 0.01%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.01%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.01%
ASAHI KASEI CORP 0.01%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.01%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.01%
ATLAS COPCO AB-B SHS 0.01%
AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 0.01%
AUTOZONE INC 0.01%
AVAYA HOLDINGS CORP 0.01%
AVAYA TLB L+425 06.7775 12/15/2024 0.01%
AXA SA P/P 144A 06.3790 12/29/2049 0.01%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.01%
BAE SYSTEMS PLC 0.01%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.01%
BANK OF AMERICA CORP 02.1510 11/09/2020 0.01%
BANK OF MONTREAL 0.01%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.01%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 0.01%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 0.01%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.01%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.01%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.01%
BAYERISCHE MOTOREN WERKE-PRF 0.01%
BCE INC 0.01%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.01%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.01%
BERKELEY GROUP HOLDINGS/THE 0.01%
BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 0.01%
BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 0.01%
BERRY GLOBAL INC 05.1250 07/15/2023 0.01%
BGC PARTNERS INC 05.1250 05/27/2021 0.01%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.01%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.01%
BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 0.01%
BOEING CAPITAL CORPORATION 04.7000 10/27/2019 0.01%
BOMBARDIER INC P/P 144A 07.8750 04/15/2027 0.01%
BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 0.01%
BPCE SA P/P 144A 05.1500 07/21/2024 0.01%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.01%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.01%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.01%
BROTHER INDUSTRIES LTD 0.01%
BSCMS 2006-PW11 B P/P 144A 05.2509 03/11/2039 0.01%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.01%
BUMT 2005-1 1A1 02.7855 09/25/2045 0.01%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.01%
CALIFORNIA RESOURC TL L+475 07.0365 12/31/2022 0.01%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.01%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.01%
CALPINE CORPORATION 05.7500 01/15/2025 0.01%
CAN IMPERIAL BK OF COMMERCE 0.01%
CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 0.01%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.01%
CAS 2014-C02 1M2 05.0855 05/25/2024 0.01%
CAS 2015-C01 1M2 06.7855 02/25/2025 0.01%
CAS 2015-C02 1M2 06.4855 05/25/2025 0.01%
CAS 2015-C02 2M2 06.4855 05/25/2025 0.01%
CAS 2015-C03 2M2 07.4855 07/25/2025 0.01%
CBRE SERVICES INC 04.8750 03/01/2026 0.01%
CBRE SERVICES INC 05.2500 03/15/2025 0.01%
CBS CORP 02.9000 01/15/2027 0.01%
CBS CORP 04.0000 01/15/2026 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.01%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.01%
CEC ENT INC 08.0000 02/15/2022 0.01%
CELANESE US HOLDINGS LLC 04.6250 11/15/2022 0.01%
CELGENE CORP 0.01%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.01%
CENTENE CORP 04.7500 05/15/2022 0.01%
CENTENE CORP 06.1250 02/15/2024 0.01%
CENTRICA PLC 0.01%
CF INDUSTRIES INC 04.9500 06/01/2043 0.01%
CFCRE 2011-C2 D P/P 144A 05.7568 12/15/2047 0.01%
CGCMT 2012-GC8 XA IO P/P 144A 01.7886 09/10/2045 0.01%
CHARTER COMM OPT LLC 05.3750 05/01/2047 0.01%
CHEMOURS CO 07.0000 05/15/2025 0.01%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 0.01%
CHOCOLADEFABRIKEN LINDT-PC 0.01%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.01%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.01%
CIGNA CORP 0.01%
CITRIX SYSTEMS INC 0.01%
CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 0.01%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.01%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.01%
CNP ASSURANCES 0.01%
COCA-COLA AMATIL LTD 0.01%
COMCAST CORP 03.1500 03/01/2026 0.01%
COMCAST CORP 03.9990 11/01/2049 0.01%
COMCAST CORP 04.0490 11/01/2052 0.01%
COMCAST CORP 06.5000 11/15/2035 0.01%
COMM 2013-CR11 XA IO 00.9530 08/10/2050 0.01%
COMM 2014-CR18 C 04.7314 07/15/2047 0.01%
COMM 2014-CR19 XA IO 01.1654 08/10/2047 0.01%
COMM 2014-LC17 XA IO 00.8933 10/10/2047 0.01%
COMM 2014-UBS6 XA IO 00.9441 12/10/2047 0.01%
COMMONWEALTH EDISON CO 05.9000 03/15/2036 0.01%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.01%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.01%
COMPASS GROUP PLC 0.01%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.01%
COMSTOCK RESOURCES P/P 144A 09.7500 08/15/2026 0.01%
CONSOLIDATED EDISON CO O 04.2000 03/15/2042 0.01%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.01%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.01%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.01%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.01%
CROWN CASTLE INTL CORP 04.8750 04/15/2022 0.01%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.01%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.01%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.01%
CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 0.01%
CWALT 2005-27 1A1 02.5276 08/25/2035 0.01%
CWALT 2005-59 1A1 02.8178 11/20/2035 0.01%
CWALT 2006-24CB A19 02.9855 08/01/2036 0.01%
DAIWA SECURITIES GROUP INC 0.01%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.01%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.01%
DEUTSCHE LUFTHANSA-REG 0.01%
DEUTSCHE WOHNEN SE 0.01%
DIAGEO INVESTMENT CORP 08.0000 09/15/2022 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.01%
DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 0.01%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.01%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.01%
DIRECT LINE INSURANCE GROUP 0.01%
DNB NOR ASA 0.01%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.01%
EAGLECLAW MID TL L+425 06.8789 06/30/2024 0.01%
ECOLAB INC 0.01%
EIFFAGE 0.01%
ENAGAS SA 0.01%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.01%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.01%
ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 0.01%
ENSCO PLC USD 07.7500 02/01/2026 0.01%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.01%
EPR PROPERTIES 05.7500 CUM CV PFD 0.01%
EQUINOR ASA USD 05.1000 08/17/2040 0.01%
EQUITY RESIDENTIAL TR REIT 0.01%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.01%
EUTELSAT COMMUNICATIONS 0.01%
FAIRFAX US INC P/P 144A 04.8750 08/13/2024 0.01%
FHR 3829 AS IO 04.4663 03/15/2041 0.01%
FIDELITY NATIONAL INFO SERV 0.01%
FIDELITY NATIONAL INFORM 03.0000 08/15/2026 0.01%
FIFTH THIRD BANCORP 05.1000 12/29/2049 0.01%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.01%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.01%
FISERV INC 0.01%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.01%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.01%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.01%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.01%
FUJIFILM HOLDINGS CORP 0.01%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.01%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.01%
GENERAL DYNAMICS CORP 0.01%
GENERAL DYNAMICS CORP 02.2500 11/15/2022 0.01%
GENERAL DYNAMICS CORP 03.6000 11/15/2042 0.01%
GENERAL MOTORS FINL CO 04.0000 01/15/2025 0.01%
GENERAL MOTORS FINL CO 04.3000 07/13/2025 0.01%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.01%
GLENCORE PLC 0.01%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.01%
GMAC CAPITAL TRUST I PCT 08.4687 0.01%
GNMA GN30 635061 04.0000 03/15/2046 0.01%
GNR 2012-141 WI IO 03.5000 11/20/2041 0.01%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.01%
GNR 2013-99 AS IO 03.5623 06/20/2043 0.01%
GNR 2015-H26 EI IO 01.7465 10/20/2065 0.01%
GNR 2016-H16 EI IO 02.2094 06/20/2066 0.01%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.01%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.01%
GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 0.01%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.01%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 0.01%
GREAT LAKES D&D 08.0000 05/15/2022 0.01%
GREIF INC P/P 144A 06.5000 03/01/2027 0.01%
GSMS 2013-GC10 XA IO 01.5164 02/10/2046 0.01%
GSMS 2014-GC18 C 04.9960 01/10/2047 0.01%
GSMS 2014-GC22 XA IO 00.9894 06/10/2047 0.01%
GSMS 2014-GC24 XA IO 00.7962 09/10/2047 0.01%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.01%
HARRIS CORP 0.01%
HCA INC 05.0000 03/15/2024 0.01%
HCA INC 05.2500 06/15/2026 0.01%
HCA INC 05.5000 06/15/2047 0.01%
HENKEL AG & CO KGAA 0.01%
HESS CORP 07.3000 08/15/2031 0.01%
HIKARI TSUSHIN INC 0.01%
HONEYWELL INTL 03.8120 11/21/2047 0.01%
HONGKONG LAND HOLDINGS LTD 0.01%
HSBC BANK USA NA 05.6250 08/15/2035 0.01%
HSBC HOLDINGS PLC 0.01%
HSBC USA INC 03.5000 06/23/2024 0.01%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.01%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.01%
HUSKY TLB L+300 05.4930 03/28/2025 0.01%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.01%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.01%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.01%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.01%
INFOR US INC 06.5000 05/15/2022 0.01%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.01%
IPALCO ENTPRS IN 03.7000 09/01/2024 0.01%
IPSEN 0.01%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.01%
ITRON INC P/P 144A 05.0000 01/15/2026 0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.01%
JAGGED PEAK ENERGY 05.8750 05/01/2026 0.01%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.01%
JAPAN TOBACCO INC 0.01%
JARDINE MATHESON HLDGS LTD 0.01%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.01%
JFE HOLDINGS INC 0.01%
JO-ANN STORES 2NDL L+925 11.7272 05/21/2024 0.01%
JPMBB 2014-C19 XA IO 01.0573 04/15/2047 0.01%
JPMBB 2014-C25 XA IO 00.9362 11/15/2047 0.01%
JPMBB 2015-C33 XA IO 00.9914 12/15/2048 0.01%
JPMCC 2012-LC9 D P/P 144A 04.3835 12/15/2047 0.01%
JPMCC 2013-C10 AS 03.3715 12/15/2047 0.01%
JPMORGAN CHASE & CO 06.1000 02/01/2049 0.01%
JPY/USD 05/15/2019 CITI 0.01%
JPY/USD 05/15/2019 UBS 0.01%
JXTG HOLDINGS INC 0.01%
KERRY PROPERTIES LTD 0.01%
KEURIG DR PEPPER INC P/P 144A 04.4170 05/25/2025 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.01%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.01%
KIMBERLY-CLARK CORP 0.01%
KINDER MORGAN ENER PART 03.4500 02/15/2023 0.01%
KINDER MORGAN INC 0.01%
KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 0.01%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.01%
KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.01%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.01%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 0.01%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.01%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.01%
LOEWS CORP 0.01%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.01%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.01%
LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 0.01%
MARATHON PETRO CORP 06.5000 03/01/2041 0.01%
MASTEC INC 04.8750 03/15/2023 0.01%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MAXIM INTEGRATED PRODUCTS 0.01%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.01%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.01%
MERCER INTL INC USD 06.5000 02/01/2024 0.01%
MERCK & CO INC 02.9000 03/07/2024 0.01%
MEREDITH CORP 06.8750 02/01/2026 0.01%
MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 0.01%
METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 0.01%
METLIFE INC. 04.7500 02/08/2021 0.01%
MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 0.01%
MGM RESORTS INTL 06.6250 12/15/2021 0.01%
MICROSOFT CORP 02.4000 02/06/2022 0.01%
MICROSOFT CORP 03.7000 08/08/2046 0.01%
MID-AMERICA APARTMENTS 04.3000 10/15/2023 0.01%
MITSUBISHI GAS CHEMICAL CO 0.01%
MITSUBISHI MOTORS CORP 0.01%
MITSUBISHI UFJ LEASE & FINAN 0.01%
MLMI 2005-A2 A2 04.4466 02/25/2035 0.01%
MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 0.01%
MSAC 2004-HE6 M1 03.3105 08/25/2034 0.01%
MSBAM 2014-C17 XA IO 01.1892 08/15/2047 0.01%
MSC 2011-C3 D P/P 144A 05.1547 07/15/2049 0.01%
MSRR 2015-R4 CB1 03.3155 08/26/2047 0.01%
NABORS INDUSTRIES INC. 05.7500 02/01/2025 0.01%
NATIONAL AUSTRALIA BANK LTD 0.01%
NATIONAL BANK OF CANADA 0.01%
NATIONAL GRID PLC 0.01%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.01%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.01%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.01%
NEC CORP 0.01%
NEIMAN MARCUS TL L+325 05.7631 10/25/2020 0.01%
NETFLIX INC 04.8750 04/15/2028 0.01%
NETFLIX INC. P/P 144A 05.8750 11/15/2028 0.01%
NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 0.01%
NEWCREST MINING LTD 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.01%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.01%
NIPPON STEEL & SUMITOMO META 0.01%
NORTHROP GRUMMAN CORP 0.01%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.01%
NRG ENERGY INC 06.6250 01/15/2027 0.01%
NRG ENERGY INC 07.2500 05/15/2026 0.01%
NUTRIEN LTD USD 05.2500 01/15/2045 0.01%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.01%
OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 0.01%
OMIR 2018-1A M1 04.0355 07/25/2028 0.01%
ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 0.01%
ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 0.01%
ORACLE CORP 02.5000 05/15/2022 0.01%
ORACLE CORP 05.3750 07/15/2040 0.01%
ORACLE CORP JAPAN 0.01%
ORKLA ASA 0.01%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.01%
OSHKOSH CORP 05.3750 03/01/2025 0.01%
PACKAGING CORP OF AMERIC 04.5000 11/01/2023 0.01%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 0.01%
PAR PHARMA INC P/P 144A 07.5000 04/01/2027 0.01%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.01%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.01%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.01%
PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 0.01%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.01%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.01%
PETROLEOS MEXICANOS USD 04.8750 01/18/2024 0.01%
PIGEON CORP 0.01%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023 0.01%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.01%
PPL CAPITAL FUNDING INC 04.2000 06/15/2022 0.01%
PQ CORP P/P 144A 05.7500 12/15/2025 0.01%
PRECISION DRILL P/P 144A 07.1250 01/15/2026 0.01%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.01%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.01%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.01%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.01%
PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 0.01%
PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 0.01%
PUBLICIS GROUPE 0.01%
PULTEGROUP INC. 07.8750 06/15/2032 0.01%
PVH CORP 0.01%
QIAGEN N.V. 0.01%
QORVO INC P/P 144A 05.5000 07/15/2026 0.01%
QUEST DIAGNOSTICS INC 0.01%
QVC INC 04.8500 04/01/2024 0.01%
RAMC 2003-4 A1 03.0055 03/25/2034 0.01%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.01%
RAYTHEON COMPANY 04.8750 10/15/2040 0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.01%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.01%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.01%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.01%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.01%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.01%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.01%
ROBERTSHAW TL 2L L+800 10.5000 02/28/2026 0.01%
ROBERTSHAW US HOLDING L+350 06.0000 02/28/2025 0.01%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 0.01%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.01%
RTL GROUP 0.01%
SABINE PASS LIQUEFAC 05.7500 05/15/2024 0.01%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.01%
SAMPO OYJ-A SHS 0.01%
SASC 2006-AM1 A4 02.6455 04/25/2036 0.01%
SCHINDLER HOLDING AG-REG 0.01%
SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 0.01%
SECOM CO LTD 0.01%
SERVICE CORP INTL 04.6250 12/15/2027 0.01%
SERVICE CORP INTL 05.3750 05/15/2024 0.01%
SESI LLC 07.7500 09/15/2024 0.01%
SHERWIN-WILLIAMS CO 02.7500 06/01/2022 0.01%
SHERWIN-WILLIAMS CO/THE 0.01%
SIKA AG-REG 0.01%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.01%
SINGAPORE EXCHANGE LTD 0.01%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.01%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.01%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.01%
SMITH & NEPHEW PLC 0.01%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.01%
SNAM SPA 0.01%
SOCIETE BIC SA 0.01%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.01%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.01%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.01%
SPRINT CORP 07.8750 09/15/2023 0.01%
SS&C TECH INC P/P 144A 05.5000 09/30/2027 0.01%
STACR 2015-DN1 M3 06.6355 01/25/2025 0.01%
STACR 2015-DNA2 M3 06.3855 12/25/2027 0.01%
STACR 2015-HQ2 M2 04.4355 05/25/2025 0.01%
STACR 2017-DNA1 M2 05.7355 07/25/2029 0.01%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.01%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.01%
STARWOOD PROP TR 04.7500 03/15/2025 0.01%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.01%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.01%
SUNTRUST BANKS INC 0.01%
SUZUKI MOTOR CORP 0.01%
SWATCH GROUP AG/THE-REG 0.01%
SWIRE PROPERTIES LTD 0.01%
SWISS RE TREAS P/P 144A 04.2500 12/06/2042 0.01%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.01%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.01%
SYNOPSYS INC 0.01%
T-MOBILE USA INC 04.7500 02/01/2028 0.01%
TAKEDA PHARMACEUTIC-SP ADR 0.01%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.01%
TENET HEALTHCARE 04.6250 07/15/2024 0.01%
TENET HEALTHCARE 06.0000 10/01/2020 0.01%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.01%
TENNANT CO 05.6250 05/01/2025 0.01%
TEVA PHARMACEUTICAL-SP ADR 0.01%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.01%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.01%
THALES SA 0.01%
THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 0.01%
THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 0.01%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.01%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.01%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.01%
TOKYO ELECTRON LTD 0.01%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.01%
TRANSDIGM INC 06.3750 06/15/2026 0.01%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026 0.01%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.01%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.01%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.01%
TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 0.01%
UBSBB 2012-C3 C P/P 144A 05.0317 08/10/2049 0.01%
UBSBB 2012-C4 XA IO P/P 144A 01.6374 12/10/2045 0.01%
UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 0.01%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.01%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.01%
US BANCORP 0.01%
US CONCRETE INC 06.3750 06/01/2024 0.01%
US FOODS HOLDING CORP 0.01%
USA COMPRESSION PART 06.8750 04/01/2026 0.01%
USG CORP P/P 144A 04.8750 06/01/2027 0.01%
USG CORP P/P 144A 05.5000 03/01/2025 0.01%
USI INC/NY P/P 144A 06.8750 05/01/2025 0.01%
VEREIT OPERATING PARTNER 04.8750 06/01/2026 0.01%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.01%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.01%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 0.01%
VMWARE INC 03.9000 08/21/2027 0.01%
VOLKSWAGEN AG 0.01%
WAMU 2005-AR11 A1B3 02.8855 08/25/2045 0.01%
WAMU 2005-AR14 1A2 04.1928 12/25/2035 0.01%
WASTE MANAGEMENT INC. 04.7500 06/30/2020 0.01%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.01%
WBCMT 2005-C21 D 05.2380 10/15/2044 0.01%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.01%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.01%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.01%
WESTROCK MWV LLC 07.9500 02/15/2031 0.01%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.01%
WFCM 2016-LC25 XA IO 01.0120 12/15/2059 0.01%
WFRBS 2011-C4 E P/P 144A 05.2316 06/15/2044 0.01%
WFRBS 2012-C10 XA IO P/P 144A 01.5622 12/15/2045 0.01%
WFRBS 2012-C9 XA IO P/P 144A 01.8819 11/15/2045 0.01%
WFRBS 2013-C11 AS 03.3110 03/15/2045 0.01%
WFRBS 2013-C14 XA IO 00.7388 06/15/2046 0.01%
WH GROUP LTD 0.01%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.01%
WM MORRISON SUPERMARKETS 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.01%
WP CAREY INC 04.6000 04/01/2024 0.01%
WPX ENERGY INC 05.7500 06/01/2026 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.01%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.01%
YAHOO JAPAN CORP 0.01%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.01%
ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 0.01%
ZIGGO BV P/P 144A 05.5000 01/15/2027 0.01%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.00%
2.50 R ISWP FWD US0003M P 06/19/2024 0.00%
2.55 R ISWP FWD US0003M P 06/19/2021 0.00%
2.65 R ISWP FWD US0003M P 06/19/2029 0.00%
2.80 R ISWP FWD US0003M P 06/19/2049 0.00%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.00%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.00%
ADVANZ PHARMA CORP 0.00%
AES CORP/THE 04.5000 03/15/2023 0.00%
AES CORP/THE 05.1250 09/01/2027 0.00%
AGL ENERGY LTD 0.00%
AKER BP ASA P/P 144A 05.8750 03/31/2025 0.00%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.00%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
ALLY FINANCIAL INC 08.0000 03/15/2020 0.00%
ALTA MESA HLDGS 07.8750 12/15/2024 0.00%
ALTRIA GROUP INC 0.00%
ALTRIA GROUP INC. 09.2500 08/06/2019 0.00%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.00%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.00%
AMDOCS LTD 0.00%
AMERICAN AXLE & MFG INC 07.7500 11/15/2019 0.00%
AMERICAN HOME 4 RENT 0.00%
ANTERO RESOURCES 05.3750 11/01/2021 0.00%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.00%
ANTERO RESOURCES CORP 05.0000 03/01/2025 0.00%
ANTHEM INC 0.00%
APARTMENT INVT & MGMT CO -A 0.00%
APPLE INC 02.8500 05/06/2021 0.00%
ARCELORMITTAL USD 06.1250 06/01/2025 0.00%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.00%
ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 0.00%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.00%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.00%
ASHLAND GLOBAL HOLDINGS INC 0.00%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.00%
AUD/USD 04/17/2019 BANKAM 0.00%
AUD/USD 04/17/2019 CITI 0.00%
AUD/USD 04/17/2019 CSI-FX 0.00%
AUD/USD 04/17/2019 GSFX 0.00%
AUD/USD 04/17/2019 HSBCB 0.00%
AUD/USD 04/17/2019 JPMCB 0.00%
AUD/USD 04/17/2019 RBSF 0.00%
AUD/USD 04/17/2019 SSBT 0.00%
AUD/USD 04/17/2019 UBS 0.00%
AUD/USD 04/17/2019 WPAC 0.00%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 0.00%
AXALTA COATING SYSTEMS LTD 0.00%
BACM 2004-4 XC IO P/P 144A 00.3283 07/10/2042 0.00%
BACM 2004-5 XC IO P/P 144A 00.4451 11/10/2041 0.00%
BACM 2007-1 XW IO 00.0000 01/15/2049 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BANK OF AMERICA CORP 03.3709 09/15/2026 0.00%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.00%
BANK OF MONTREAL USD 03.8030 12/15/2032 0.00%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.00%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 0.00%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.00%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.00%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.00%
BERKSHIRE HATHAWAY INC-CL B 0.00%
BERRY GLOBAL INC 05.5000 05/15/2022 0.00%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.00%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.00%
BOOZ ALLEN HAMILTON HOLDINGS 0.00%
BOYD GAMING CORP 06.3750 04/01/2026 0.00%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.00%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.00%
BP CAP MARKETS AMERICA 03.9370 09/21/2028 0.00%
BRIGHT HORIZONS FAMILY SOLUT 0.00%
BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 0.00%
BSCMS 06-PW14 X1 IO P/P 144A 00.2693 12/11/2038 0.00%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.00%
CAD/USD 04/17/2019 BANKAM 0.00%
CAD/USD 04/17/2019 BCAP-FX 0.00%
CAD/USD 04/17/2019 CITI 0.00%
CAD/USD 04/17/2019 CSI-FX 0.00%
CAD/USD 04/17/2019 HSBCB 0.00%
CAD/USD 04/17/2019 JPMCB 0.00%
CAD/USD 04/17/2019 RBSF 0.00%
CAD/USD 04/17/2019 UBS 0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.00%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.00%
CANADIAN UTILITIES LTD-A 0.00%
CAS 2016-C05 2M1 03.8355 01/25/2029 0.00%
CAS 2016-C06 1M2 06.7355 04/25/2029 0.00%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.00%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.00%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.00%
CD 2007-CD4 XW IO P/P 144A 00.6141 12/11/2049 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.00%
CGCMT 2006-C5 XC IO P/P 144A 00.4723 10/15/2049 0.00%
CHEMOURS CO 05.3750 05/15/2027 0.00%
CHEMOURS CO 06.6250 05/15/2023 0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.00%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.00%
CHEVRON CORP 02.1000 05/16/2021 0.00%
CHF/USD 06/19/2019 JPMCB 0.00%
CHIMERA INVESTMENT CORP 0.00%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 0.00%
CINEMARK USA INC 04.8750 06/01/2023 0.00%
CINEMARK USA INC 05.1250 12/15/2022 0.00%
CIT GROUP INC 05.0000 08/01/2023 0.00%
CIT GROUP INC. 05.0000 08/15/2022 0.00%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.00%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS 0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.00%
CNH/USD 05/15/2019 HSBCB 0.00%
COLES GROUP LTD 0.00%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.00%
COMM 2006-C8 XS IO P/P 144A 00.4515 12/10/2046 0.00%
COMM 2014-CR18 XA IO 01.1446 07/15/2047 0.00%
COMMSCOPE FIN LLC P/P 144A 05.5000 03/01/2024 0.00%
COMMSCOPE FIN LLC P/P 144A 06.0000 03/01/2026 0.00%
CONTINENTAL RESOURCES 05.0000 09/15/2022 0.00%
CORELOGIC INC 0.00%
CPG INTL TL L+375 06.6330 05/05/2024 0.00%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.00%
CREDIT ACCEPTANC 07.3750 03/15/2023 0.00%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 0.00%
CROWN AMER/CAP 04.7500 02/01/2026 0.00%
CSFB 2003-C3 AX IO P/P 144A 01.5924 05/15/2038 0.00%
CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 0.00%
CVS PASS-THROUGH TRUST 06.0360 12/10/2028 0.00%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.00%
DELTA AIR LINES 2009 1A 07.7500 12/17/2019 0.00%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.00%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.00%
DIGICEL LTD P/P 144A 06.7500 03/01/2023 0.00%
DISH NETWORK CV 03.3750 08/15/2026 0.00%
DKK/USD 06/19/2019 CITI 0.00%
EL PASO NATURAL GAS 08.3750 06/15/2032 0.00%
ELDORADO RESORTS INC 06.0000 09/15/2026 0.00%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.00%
EMPIRE STATE REALTY TRUST-A 0.00%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.00%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 0.00%
ENERGY TRANSFER OPERATNG 05.5000 06/01/2027 0.00%
EOG RESOURCES INC 04.1500 01/15/2026 0.00%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.00%
EQUINIX INC 05.8750 01/15/2026 0.00%
EQUITY COMMONWEALTH 0.00%
ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
ESSITY AKTIEBOLAG-B 0.00%
EUR/USD 06/19/2019 BANKAM 0.00%
EUR/USD 06/19/2019 BCAP-FX 0.00%
EUR/USD 06/19/2019 CITI 0.00%
EUR/USD 06/19/2019 GSFX 0.00%
EUR/USD 06/19/2019 HSBCB 0.00%
EUR/USD 06/19/2019 JPMCB 0.00%
EUR/USD 06/19/2019 RBSF 0.00%
EUR/USD 06/19/2019 SSBT 0.00%
EUR/USD 06/19/2019 UBS 0.00%
EUR/USD 06/19/2019 WPAC 0.00%
FEDEX CORP 02.6250 08/01/2022 0.00%
FHR 2990 LB 10.5974 06/15/2034 0.00%
FHR 3072 SM 04.2533 11/15/2035 0.00%
FHR 3117 AF 00.0000 02/15/2036 0.00%
FHR 3206 EO PO 00.0000 08/15/2036 0.00%
FHR 3249 PS 14.0786 12/15/2036 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FHR 3391 PO PO 00.0000 04/15/2037 0.00%
FHR 3408 EK 15.7988 04/15/2037 0.00%
FIRSTENERGY CORP 03.9000 07/15/2027 0.00%
FIRSTENERGY CORP 04.8500 07/15/2047 0.00%
FNR 2005-106 JC 12.4171 12/25/2035 0.00%
FNR 2005-75 GS 12.7935 08/25/2035 0.00%
FNR 2005-83 QP 10.9317 11/25/2034 0.00%
FNR 2006-125 OX PO 00.0000 01/25/2037 0.00%
FNR 2006-46 OC PO 00.0000 06/25/2036 0.00%
FNR 2006-62 PS 24.9870 07/25/2036 0.00%
FNR 2006-84 OT PO 00.0000 09/25/2036 0.00%
FNR 2007-14 KO PO 00.0000 03/25/2037 0.00%
FNR 2007-53 SP 15.0865 06/25/2037 0.00%
FORD MOTOR CO 0.00%
FOX CORP - CLASS B 0.00%
FRAC TECH INTL TLB L+475 07.2430 04/16/2021 0.00%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.00%
GARMIN LTD 0.00%
GARRETT MOTION INC 0.00%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.00%
GBP/USD 06/19/2019 BANKAM 0.00%
GBP/USD 06/19/2019 HSBCB 0.00%
GBP/USD 06/19/2019 SSBT 0.00%
GBP/USD CALL 1.37 20190726 BANKAM 0.00%
GBP/USD CALL 1.47 20190726 BANKAM 0.00%
GECMC 2007-C1 XC IO P/P 144A 00.0041 12/10/2049 0.00%
GENON 939CER907 0.00%
GENON ENERGY/NRG AMER 09.3923 12/01/2023 0.00%
GENPACT LTD 0.00%
GETLINK SE 0.00%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.00%
GLOBAL FASHION GRP P/P 0.00%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.00%
GNMA GII30 AY2298 04.7000 05/20/2067 0.00%
GNMA GII30 AY4779 04.5080 03/20/2067 0.00%
GNMA GII30 BA7681 04.6270 06/20/2067 0.00%
GNMA GII30 BB0107 04.7000 08/20/2067 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.00%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.00%
GNR 2015-124 NI IO 03.5000 06/20/2039 0.00%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.00%
GSMS 2012-GC6 D P/P 144A 05.6525 01/10/2045 0.00%
GSMS 2013-GC12 XA IO 01.4290 06/10/2046 0.00%
HC BRILLANT SERVICES GMBH P/P 0.00%
HCA INC. 07.5000 02/15/2022 0.00%
HKD/USD 05/15/2019 BCAP-FX 0.00%
HOLOGIC INC P/P 144A 04.3750 10/15/2025 0.00%
HOSPITALITY PROPERTIES T 04.5000 03/15/2025 0.00%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.00%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.00%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.00%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTERCONTINENTAL EXCHANGE IN 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 BC 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.00%
ISTAR INC 06.0000 04/01/2022 0.00%
ISTAR INC. 05.2500 09/15/2022 0.00%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.00%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.00%
JO-ANN STORES TL L+500 07.7610 10/16/2023 0.00%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.00%
JPMCC 05-CB12 X1 IO P/P 144A 00.5022 09/12/2037 0.00%
JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 0.00%
JPMCC 2006-LDP8 X IO 00.2852 05/15/2045 0.00%
JPMCC 2007-LDPX X IO 00.0069 01/15/2049 0.00%
JPY/USD 05/15/2019 BANKAM 0.00%
JPY/USD 05/15/2019 BCAP-FX 0.00%
JPY/USD 05/15/2019 CSI-FX 0.00%
JPY/USD 05/15/2019 GSFX 0.00%
JPY/USD 05/15/2019 HSBCB 0.00%
JPY/USD 05/15/2019 JPMCB 0.00%
JPY/USD 05/15/2019 RBSF 0.00%
JPY/USD 05/15/2019 SSBT 0.00%
KANSAI ELECTRIC POWER CO INC 0.00%
KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.00%
KEANE GROUP TLB L+375 06.3125 05/25/2025 0.00%
KINDER MORGAN ENER PART 05.4000 09/01/2044 0.00%
KYUSHU RAILWAY COMPANY 0.00%
LABORATORY CRP OF AMER HLDGS 0.00%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.00%
LBUBS 2005-C7 XCL IO P/P 144A 00.3186 11/15/2040 0.00%
LBUBS 2007-C2 XW IO 00.3298 02/15/2040 0.00%
LBUBS 2008-C1 AM 06.3193 04/15/2041 0.00%
LENNAR CORP 05.8750 11/15/2024 0.00%
LIBERTY MEDIA COR-SIRIUSXM C 0.00%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.00%
MARKS AND SPENCER LTD 0.00%
MARRIOTT INTERNATIONAL -CL A 0.00%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.00%
MERCER INTL INC P/P 144A 07.3750 01/15/2025 0.00%
MERCER INTL INC USD 05.5000 01/15/2026 0.00%
MERCER INTL INC USD 07.7500 12/01/2022 0.00%
MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 0.00%
METHANEX CORP USD 03.2500 12/15/2019 0.00%
MEZZ 2005-C3 X IO P/P 144A 05.8927 05/15/2044 0.00%
MEZZ 2006-C4 X IO P/P 144A 05.4233 07/15/2045 0.00%
MEZZ 2007-C5 X IO P/P 144A 04.9727 12/15/2049 0.00%
MFA FINANCIAL INC 0.00%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 0.00%
MGP ESCROW ISSUER/CO 05.6250 05/01/2024 0.00%
MICROSOFT CORP 05.3000 02/08/2041 0.00%
MLMT 2004-KEY2 XC IO P/P 144A 00.8919 08/12/2039 0.00%
MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 0.00%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.00%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.00%
MONSTER BEVERAGE CORP 0.00%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.00%
MWO HOLDINGS LLC 0.00%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.00%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.00%
NETFLIX INC P/P 144A 06.3750 05/15/2029 0.00%
NEW BIGFOOT OTHER ASSETS GMBH P/P 0.00%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.00%
NEW MIDDLE EAST OTHER ASSETS GMBH P/P 0.00%
NEWS CORP - CLASS A 0.00%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 0.00%
NINE POINT ENERGY CNV PRF 0.00%
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NN GROUP NV 0.00%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.00%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.00%
NOK/USD 06/19/2019 BCAP-FX 0.00%
NOK/USD 06/19/2019 CITI 0.00%
NOK/USD 06/19/2019 HSBCB 0.00%
NOK/USD 06/19/2019 JPMCB 0.00%
NOK/USD 06/19/2019 RBSF 0.00%
NOK/USD 06/19/2019 SSBT 0.00%
NRG ENERGY INC 05.7500 01/15/2028 0.00%
NZD/USD 04/17/2019 GSFX 0.00%
NZD/USD 04/17/2019 JPMCB 0.00%
NZD/USD 04/17/2019 SSBT 0.00%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.00%
ONO PHARMACEUTICAL CO LTD 0.00%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 0.00%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.00%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.00%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.00%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.00%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.00%
PPL CAPITAL FUNDING INC 03.4000 06/01/2023 0.00%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.00%
PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 0.00%
QIAGEN N.V. 0.00%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.00%
RACKSPACE HOSTING INC L+300 05.7375 11/03/2023 0.00%
REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 0.00%
RED ELECTRICA CORPORACION SA 0.00%
REGENCY ENERGY P 04.5000 11/01/2023 0.00%
REPSOL SA 0.00%
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RESIDEO TECHNOLOGIES INC 0.00%
REVLON CONS TLB L+350 06.1275 09/07/2023 0.00%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.00%
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SAFRAN SA 0.00%
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SEK/USD 06/19/2019 JPMCB 0.00%
SEK/USD 06/19/2019 SSBT 0.00%
SERVICE CORP INTERNATIONAL 0.00%
SERVICE CORP INTL 05.3750 01/15/2022 0.00%
SESI LLC 07.1250 12/15/2021 0.00%
SGD/USD 05/15/2019 JPMCB 0.00%
SM ENERGY CO 05.0000 01/15/2024 0.00%
SM ENERGY CO 06.1250 11/15/2022 0.00%
SM ENERGY CO 06.6250 01/15/2027 0.00%
SM ENERGY CO 06.7500 09/15/2026 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.00%
SPECTRUM BRANDS INC 06.1250 12/15/2024 0.00%
SPIRIT MTA REIT 0.00%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 0.00%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.00%
STACR 2019-DNA1 M2 05.1355 01/25/2049 0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028 0.00%
STAR MERGER SUB INC P/P 144A 06.8750 08/15/2026 0.00%
STARWOOD PROPERTY TRUST INC 0.00%
STEEL DYNAMICS INC 04.1250 09/15/2025 0.00%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.00%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.00%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.00%
SUBARU CORP 0.00%
T-MOBILE US INC 0.00%
T-MOBILE USA INC 04.5000 02/01/2026 0.00%
T-MOBILE USA INC 05.3750 04/15/2027 0.00%
T-MOBILE USA INC 06.0000 03/01/2023 0.00%
T-MOBILE USA INC. 04.0000 04/15/2022 0.00%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 0.00%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 0.00%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.00%
TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 0.00%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 0.00%
TERVITA CORP 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
THE AES CORPORATION 04.8750 05/15/2023 0.00%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.00%
TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 0.00%
TRANSDIGM INC 06.5000 05/15/2025 0.00%
TRANSDIGM INC 06.5000 07/15/2024 0.00%
TRANSOCEAN INC 07.5000 04/15/2031 0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.00%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 0.00%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.00%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.00%
TWO HARBORS INVESTMENT CORP 0.00%
TXU TCEH RIGHTS 0.00%
UAL 2007 PASS TRUST 06.6360 07/02/2022 0.00%
UDR INC 0.00%
USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 0.00%
USD/CNH CALL 7.00 20190404 GSFX 0.00%
USD/CNH CALL 7.20 20190404 GSFX 0.00%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.00%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.00%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.00%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.00%
WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 0.00%
WBCMT 2006-C29 IO IO 00.0509 11/15/2048 0.00%
WBCMT 2007-C34 IO IO 00.0909 05/15/2046 0.00%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.00%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.00%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 0.00%
WILEY (JOHN) & SONS-CLASS A 0.00%
WILLIAMS COS INC 07.7500 06/15/2031 0.00%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.00%
WPX ENERGY INC 06.0000 01/15/2022 0.00%
CAD/USD 04/17/2019 SSBT -0.01%
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG -0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS -0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML -0.01%
GBP/USD 06/19/2019 JPMCB -0.01%
IOS.FN30.400.10 P USL1M R 01/12/41 JP -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS -0.01%
NOK/USD 06/19/2019 GSFX -0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP -0.04%
US 10YR ULTRA FUT JUN19 UXYM9 -0.07%
GNMA GII30 TBA 03.5000 04/01/2049 -0.08%
FNMA FN30 TBA 03.0000 04/01/2049 -0.15%
FNMA FN30 TBA 03.5000 04/01/2049 -0.19%
RU10INTR P US0003M R 11/26/19 CI -4.44%
US 10YR NOTE (CBT)JUN19 TYM9 -6.25%

Prior top 10 holdings

Top 10 holdings as of 06/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fhlmc Fh30g G08795 03.0000 01/01/2048
Amazon
Fnma Fn30 Tba Umbs 04.0000 08/01/2049
JPMorgan Chase
Cisco Systems
Chevron
Microsoft
Verizon Communications
Holdings represent 13.35% of portfolio
Top 10 holdings as of 05/31/19
Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047
Alphabet
Fhlmc Fh30g G08795 03.0000 01/01/2048
JPMorgan Chase
Cisco Systems
Chevron
Verizon Communications
Microsoft
Apple
Amazon
Holdings represent 12.83% of portfolio
Top 10 holdings as of 04/30/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fhlmc Fh30g G08795 03.0000 01/01/2048
JPMorgan Chase
Cisco Systems
Apple
Verizon Communications
Boeing
Amazon
Chevron
Holdings represent 13.15% of portfolio
Top 10 holdings as of 03/31/19
Gnma Gii30 Ma4652 03.5000 08/20/2047
Alphabet
Fnma Fn30 Ma3238 03.5000 01/01/2048
JPMorgan Chase
Cisco Systems
Verizon Communications
Boeing
Apple
Chevron
Amazon
Holdings represent 13.31% of portfolio

Portfolio composition as of 06/30/19

U.S. large-cap equity 41.28%
U.S. Investment-grade bonds 24.52%
U.S. money markets 11.38%
International equity 9.79%
U.S. small- and mid-cap equity 9.34%
U.S. High-yield bonds 3.70%

Fixed income statistics as of 06/30/19

Average effective maturity 6.44 yrs.
Average effective duration 1.37 yrs.

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.


Expenses

Expense ratio

Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
Total expense ratio 0.97% 1.72% 1.72% 1.47% 1.22% 0.72% 0.62% 0.72%
What you pay 0.97% 1.72% 1.72% 1.47% 1.22% 0.72% 0.62% 0.72%

Sales charge

Investment Breakpoint Class A Class B Class C Class M Class R Class R5 Class R6 Class Y
$0-$49,999 5.75% 0.00% 0.00% 3.50% -- -- -- --
$50,000-$99,999 4.50% 0.00% 0.00% 2.50% -- -- -- --
$100,000-$249,999 3.50% -- 0.00% 1.50% -- -- -- --
$250,000-$499,999 2.50% -- 0.00% 1.00% -- -- -- --
$500,000-$999,999 2.00% -- 0.00% 1.00% -- -- -- --
$1M-$4M 0.00% -- -- -- -- -- -- --
$4M-$50M 0.00% -- -- -- -- -- -- --
$50M+ 0.00% -- -- -- -- -- -- --

CDSC

  Class A (sales for $1,000,000+) Class B Class C Class M Class R Class R5 Class R6 Class Y
0 to 9 mts. 1.00% 5.00% 1.00% -- -- -- -- --
9 to 12 mts. 1.00% 5.00% 1.00% -- -- -- -- --
2 yrs. 0.00% 4.00% 0.00% -- -- -- -- --
3 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
4 yrs. 0.00% 3.00% 0.00% -- -- -- -- --
5 yrs. 0.00% 2.00% 0.00% -- -- -- -- --
6 yrs. 0.00% 1.00% 0.00% -- -- -- -- --
7+ yrs. 0.00% 0.00% 0.00% -- -- -- -- --

The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.

Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.